Yeah I feel that 100%, ran a Google assistant for a little bit before just being creeped out by the privacy concerns and sick of it constantly trying to sell me things. Unfortunately I think that any service reliant on a 3rd party is ultimately going to be a huge privacy invasion, since they can’t turn a profit without vacuuming up your data.
Of all the mainstream assistants, Apple seems to be the least bad in that regard, so you could consider picking up a homepod. But I would also say that for basic stuff, home assistant has been fairly painless to set up. The GUI is good enough now that no yaml coding is required unless you get into the more complex stuff, and I found the ootb functions to be “good enough” for what I wanted a voice assistant to do.
Here’s what I run, this is all 100% local. The most time I spent on this project was actually on getting the wakeword recognition (which is another fairly new function in HA) setup on these old teleconferencing devices: https://drive.google.com/file/d/1e2T1ibNw5GeIOUA1eqQbjwp1s2g5h5XN/view